Armenian Journal of Mathematics, 11(5)
2022; 1–13
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On Parameter Estimation by Aggregated Poisson Observations

Received: 2024-12-11 · Published: 2022-09-15

Shared article.
Original title
On Parameter Estimation by Aggregated Poisson Observations
Authors
Elhadji Ousseynouu Accrachi, Cherif Ahmat Tidiane Aidara, Ali Dabye
Source journal
Armenian Journal of Mathematics, 11(5)
Published
2022-09-15
Licence
Creative Commons Attribution 4.0 International
Original
https://doi.org/10.52737/18291163-2019.11.5-1-13

Abstract

We consider the problem of parameter estimation by the observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of agregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show this that estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.
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